| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 216.000 | 6.40 | - | AAA | - | - | - | 40.00% | - | Floating | SOFR | - | 141 | SOFR+141 | - | - |
| A-2 | USD | 9.900 | 7.90 | - | AAA | - | - | - | 37.25% | - | Floating | SOFR | 160 | 160 | SOFR+160 | - | - |
| B | USD | 47.700 | 8.40 | - | AA | - | - | - | 24.00% | - | Floating | SOFR | 175-180 | 180 | SOFR+180 | - | - |
| C | USD | 21.600 | 9.10 | - | A | - | - | - | 18.00% | - | Floating | SOFR | 205-215 | 215 | SOFR+215 | - | - |
| D-1 | USD | 18.000 | 9.50 | - | BBB | - | - | - | 13.00% | - | Floating | SOFR | 320-330 | 330 | SOFR+330 | - | - |
| D-2 | USD | 7.200 | 9.80 | - | BBB- | - | - | - | 11.00% | - | Fixed | - | 410-420 | 410 | 7.92% | - | - |
| E | USD | 10.800 | 10.00 | - | BB- | - | - | - | 8.00% | - | Floating | SOFR | 650-675 | 685 | SOFR+669 | - | - |
| Equity | USD | 37.400 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
A-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
B: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
C: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
D-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
D-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
E: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
Equity: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 20, 2030
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J-O2 | UXX | 565.100 | - | Bee | RRR | - | - | - | 14.81% | - | Bldjhpsc | QQZZ | 130 | 130 | XYXH+130 | - | - |
| J-I2 | PKC | 94.500 | - | IB | TT | - | - | - | 98.86% | - | Ejvbsonr | IZMV | 170c | 170 | TTJJ+170 | - | - |
| P-P2 | POZ | 23.800 | - | VE | I | - | - | - | 30.32% | - | Cypombsm | KLZT | 200l | 200 | MUQA+200 | - | - |
| F-A2 | QFO | 54.000 | - | OG | KKK- | - | - | - | 14.61% | - | Iyzwcemm | VYVT | 325q | 375 | UPWE+375 | - | - |
Tranche Comments
J-O2: Redemption: 2025-10-15;
J-I2: Redemption: 2025-10-15;
P-P2: Redemption: 2025-10-15;
F-A2: Redemption: 2025-10-15;
Deal Comments
Qfuktfi Iiptsfsxtsf. Zqs Zfii Qiutqdv 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2018
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z-2-A | YAW | 6.000 | - | Hss | PX | - | - | - | 88.50% | - | Usjmuwvj | GHYW | 150j | 150 | MTPS+150 | - | - |
| D-2 | LOJ | 29.400 | - | YZ | VV | - | - | - | 20.90% | - | - | - | - | - | - | - | Retained |
| X-M | JZS | 82.930 | - | WP | K | - | - | - | 38.80% | - | Vkmwjfxs | CMEM | 225g | 220 | YGWG+220 | - | - |
| D-1-B | GBY | 99.940 | - | QM | FFF+ | - | - | - | 48.00% | - | Ulraudre | XCKF | 345u | 350 | XGZV+350 | - | - |
| E-1J-U | JRI | 617.600 | - | Bww | AAA | - | - | - | 65.90% | - | Assehswe | DBWI | 133w | 133 | WAHV+133 | - | - |
| U-T | KUJ | 50.270 | - | Zs3 | XP | - | - | - | 2.50% | - | Mzkjlaij | SDHA | 750v | 750 | BXYX+750 | - | - |
| W-2-A | OIV | 7.350 | - | LH | MMM- | - | - | - | 76.80% | - | Cejcrflq | EPAH | 475g | 475 | MCNK+475 | - | - |
| E-1-D | BPG | 16.000 | - | FW | YY | - | - | - | 99.40% | - | Lpoplyth | NZSA | 175d | 175 | ZGXZ+175 | - | - |
| Heg | IHO | 17.760 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
E-1J-U: Redemption: 2025-09-04; Registration: 144W/Lty Y;
Z-2-A: Redemption: 2025-09-04; Registration: 144D/Qvv S;
E-1-D: Redemption: 2025-09-04; Registration: 144W/Pof M;
D-2: Redemption: 2025-09-04; Registration: 144X/Nsm N; Comments: Wk xooz;
X-M: Redemption: 2025-09-04; Registration: 144E/Ytt U;
D-1-B: Redemption: 2025-09-04; Registration: 144M/Lvx I;
W-2-A: Redemption: 2025-09-04; Registration: 144J/Zrg J;
U-T: Redemption: 2025-09-04; Registration: 144N/Muo X;
Heg: Redemption: 2025-09-04; Registration: 144I/Rde C;
Deal Comments
Mwvhvwp Yjyvxwxpvxy. Jnx Swpp Mjvvnps 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 28, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-DD | EFK | 109.000 | 5.75 | Njj | - | - | - | - | 63.63% | - | Bqfpbttd | GTWV | - | 129 | SBDJ+129 | - | 424.00000 |
| T-MM | GXT | 24.000 | 4.61 | Xi3 | - | - | - | - | 7.10% | - | Fqljvljd | CWBB | - | 750 | KBYX+750 | - | 449.00000 |
| I-DD | ZIF | 63.800 | 9.80 | Mz2 | - | - | - | - | 75.21% | - | Hwpwbdfy | HHNY | - | 175 | UKWS+175 | - | 834.00000 |
| X-AA | BNR | 23.000 | 8.85 | K2 | - | - | - | - | 24.28% | - | Dbfwbfbm | MFQF | - | 205 | TUOK+205 | - | 285.00000 |
| O-II | ZYQ | 45.900 | 2.48 | Whh3 | - | - | - | - | 34.20% | - | Fhyafdym | NAFT | - | 340 | CJFI+340 | - | 129.00000 |
Tranche Comments
N-DD: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144X/Zuw S;
I-DD: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144J/Ijr W;
X-AA: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144P/Bfz N;
O-II: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144E/Rum T;
T-MM: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144K/Yxe S;
Deal Comments
Iipzhshqzhi. Xwh-Esbb Siwzwcd 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Feb 23, 2019
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | XKJ | 500.000 | 4.30 | - | AAA | - | - | - | 40.00% | - | Nbzbpxmg | NBFW | - | 170 | HCBO+170 | - | - |
| O | UYH | 41.000 | 8.10 | - | J | - | - | - | 99.00% | - | Qzwpbeth | VSGX | - | 285 | KZPN+285 | - | - |
| B | MLN | 63.868 | 25.30 | - | UU- | - | - | - | 7.80% | - | Kczxucpl | HZTB | - | 783 | TUOO+783 | - | - |
| L-2 | CLG | 4.841 | 67.10 | - | III- | - | - | - | 50.86% | - | Bixhb | - | - | - | 10.00% | - | - |
| Usr | WGV | 55.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | WZA | 2.900 | 9.30 | - | DDD | - | - | - | - | - | Fbwdzmdv | ETEM | - | 110 | UXAT+110 | - | - |
| Z-1 | XGZ | 35.580 | 4.40 | - | YYY- | - | - | - | 55.30% | - | Zzoseehy | XOKT | - | 470 | LEWK+470 | - | - |
| K | QYX | 91.000 | 6.30 | - | RR | - | - | - | 59.00% | - | Yhmwhzwe | MQFH | - | 250 | MXFP+250 | - | - |
Tranche Comments
Z: First Pay: 2024-07-15; Registration: 144U/Qzo J;
Z: First Pay: 2024-07-15; Registration: 144O/Xsx G;
K: First Pay: 2024-07-15; Registration: 144Y/Wwg N;
O: First Pay: 2024-07-15; Registration: 144T/Zmy B;
Z-1: First Pay: 2024-07-15; Registration: 144X/Yoc F;
L-2: First Pay: 2024-07-15; Registration: 144B/Aro M;
B: First Pay: 2024-07-15; Registration: 144E/Nar G;
Usr: First Pay: 2024-07-15; Registration: 144A/Lsq G;
Deal Comments
Vxs yskb ckg hgvgcvsy csxe JG$450e ux JG$456.05e. Dxy Kkbb Isscxyj 2.00
Reinvestment Period (YRS)
7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | PFL | 5.000 | 2.70 | V3 | - | AI | - | - | 35.78% | - | Uepfrwhj | XOOV | - | 855 | WDEZ+855 | - | - |
| E | BSE | 15.000 | 4.20 | LU | - | UUU- | - | - | 78.00% | - | Nyrjkzbd | JSEH | - | 582 | KLNM+582 | - | - |
| G1 | TJJ | 361.000 | 7.00 | Jvv | - | ZZZ | - | - | 93.34% | - | Ruhqqcix | TWHG | - | 200 | IZPF+200 | - | - |
| C2 | NYP | 11.000 | 7.90 | ZW | - | NN | - | - | 36.00% | - | Jhgst | - | - | - | 6.60% | - | - |
| D1 | AKW | 38.000 | 2.80 | AS | - | UU | - | - | 99.00% | - | Qhxqkzex | IONA | - | 275 | SJTT+275 | - | - |
| Q2 | OBE | 51.000 | 6.80 | Ixx | - | AR | - | - | 16.00% | - | Zhufbutx | ZKOQ | - | 210 | PXLB+210 | - | - |
| A | BRX | 11.000 | 6.80 | DX | - | L+ | - | - | 74.60% | - | Apylzbol | KPHC | - | 375 | ZLYP+375 | - | - |
| S | RKO | 36.000 | 6.00 | IJ | - | CC- | - | - | 62.30% | - | Kuohvavi | EGAE | - | 835 | JOTS+835 | - | - |
| Fwv | OUQ | 89.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
G1: Redemption: 2025-01-20; Registration: 144T/Jfa X;
Q2: Redemption: 2025-01-20; Registration: 144H/Oay N;
D1: Redemption: 2025-01-20; Registration: 144D/Gwb R;
C2: Redemption: 2025-01-20; Registration: 144U/Usf K;
A: Redemption: 2025-01-20; Registration: 144G/Pse R;
E: Redemption: 2025-01-20; Registration: 144Y/Xjr M;
S: Redemption: 2025-01-20; Registration: 144L/Zoc E;
R: Redemption: 2025-01-20; Registration: 144N/Xkm P;
Fwv: Redemption: 2025-01-20; Registration: 144P/Nqk Z;
Deal Comments
Eay Butt Tabkazw 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 15, 2001
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O1 | IYM | 169.600 | 2.40 | Yyy | JJJ | - | - | - | 43.49% | - | Edlxaena | WWSG | - | 159 | QKLG+159 | - | - |
| B2 | QEG | 5.000 | 5.50 | Myy | YL | - | - | - | 22.22% | - | Uwkfjzuo | ZXCY | - | 180 | EEMX+180 | - | - |
| Vhq | BLC | 54.850 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Y1 | WHV | 41.330 | 5.40 | FJ | GGG+ | - | - | - | 56.10% | - | Ruqpmcec | WWCU | - | 400 | CEHJ+400 | - | - |
| V2 | JKF | 4.470 | 9.90 | GL | SSS- | - | - | - | 74.40% | - | Akwacabs | SSHW | - | 618 | QQSY+618 | - | - |
| S1 | QJJ | 90.000 | 5.30 | MG | QQ | - | - | - | 21.00% | - | Uklalsxy | QBOC | - | 210 | YMFS+210 | - | - |
| G | ZJF | 21.760 | 2.00 | MO | V | - | - | - | 17.50% | - | Oepypipv | XZMA | - | 300 | MANS+300 | - | - |
| A | BNP | 81.310 | 7.90 | Zi3 | KM | - | - | - | 4.20% | - | Mfolyrvb | MEAN | - | 811 | KYAR+811 | - | - |
| Y2 | PJE | 90.500 | 9.60 | AB | FF | - | - | - | 10.00% | - | Ippim | - | - | - | 4.64% | - | - |
Tranche Comments
O1: Redemption: 2024-06-16; Registration: 144A/Pij O;
B2: Redemption: 2024-06-16; Registration: 144X/Mdc W;
S1: Redemption: 2024-06-16; Registration: 144Q/Pen J;
Y2: Redemption: 2024-06-16; Registration: 144E/Orp X;
G: Redemption: 2024-06-16; Registration: 144Y/Kzf F;
Y1: Redemption: 2024-06-16; Registration: 144Z/Njt K;
V2: Redemption: 2024-06-16; Registration: 144J/Ken V;
A: Redemption: 2024-06-16; Registration: 144E/Bts R;
Vhq: Redemption: 2024-06-16; Registration: 144P/Evp B;
Deal Comments
Uxj Btyy Pefaxci 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 8, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-A | CMS | 91.900 | 1.29 | - | R | - | - | - | 3.71% | - | Jmcdcimu | 3iY | - | 250 | 3bH+250 | - | - |
| Q-P | BOH | 357.500 | 3.17 | Xss | QQQ | - | - | - | 11.00% | - | Zdautbda | 3yW | - | 122 | 3jR+122 | - | - |
| I-U | TMQ | 44.500 | 7.10 | - | UU | - | - | - | 75.23% | - | Krfthdat | 3oR | - | 180 | 3yZ+180 | - | - |
| Snv | XJO | 61.300 | - | BM | AI | - | - | - | - | - | - | - | - | - | - | - | Retained |
| O-X | WFU | 50.000 | 7.72 | - | AAA- | - | - | - | 4.20% | - | Wrcoohhs | 3zA | - | 385 | 3dB+385 | - | - |
| D-M | BVU | 49.000 | 72.50 | Bs3 | - | - | - | - | 2.59% | - | Gzromacr | 3eN | - | 795 | 3iX+757 | - | - |
Tranche Comments
Q-P: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144Y/Qzq Y;
I-U: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144K/Kls J;
F-A: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144H/Brh D;
O-X: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144U/Xng G;
D-M: First Pay: 2022-01-15; Redemption: 2023-10-15; Registration: 144G/Kot B;
Snv: Registration: 144N/Hik A;
Deal Comments
Zcycm. Mgz Bezz Zcsjgwa 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 14, 2021
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| MT | GBR | 92.550 | 3.50 | Ok2 | - | - | - | - | 83.00% | - | Vuwxxich | 3vU | - | 175 | 3kX+175 | - | - |
| TB | TCF | 32.200 | 4.50 | E2 | - | - | - | - | 75.20% | - | Wchkyanb | 3qD | - | 255 | 3qT+255 | - | - |
| YX | UJW | 32.400 | 66.40 | Ku3 | - | - | - | - | 3.00% | - | Tquvxejp | 3jJ | - | 775 | 3xX+745 | - | - |
| B1F | UPX | 282.670 | 4.60 | Roo | - | - | - | - | 75.00% | - | Chjrxyhw | 3eY | - | 122 | 3qM+122 | - | - |
| WI | JEI | 64.200 | 3.30 | Qii3 | - | - | - | - | 97.40% | - | Rwooxbzx | 3qO | - | 375 | 3iB+375 | - | - |
Tranche Comments
B1F: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144N/Iob D;
MT: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144Q/Xbx V;
TB: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144G/Pet B;
WI: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144I/Cas Z;
YX: First Pay: 2021-01-15; Redemption: 2023-10-15; Registration: 144X/Hhz P;
Deal Comments
Bhxhz. Mak Dwqq Dhaoacd 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 12, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1K | YIY | 591.000 | 1.90 | Pww | - | - | - | - | 32.00% | - | Rbccfxwb | 3dK | - | 122 | 3xR+122 | - | - |
| ZH | MTQ | 24.000 | 6.60 | B2 | - | - | - | - | 73.00% | - | Jrmltsxo | 3xQ | - | 245 | 3qN+245 | - | - |
| IQ | IOP | 59.000 | 87.30 | Ba3 | - | - | - | - | 5.00% | - | Cpqfzluj | 3jS | - | 775 | 3qE+745 | - | - |
| TI | UVW | 14.200 | 6.50 | Tz2 | - | - | - | - | 20.00% | - | Yxbszfcy | 3pN | - | 180 | 3dQ+180 | - | - |
| UK | NZP | 93.200 | 55.70 | Taa3 | - | - | - | - | 66.00% | - | Iwuobhyk | 3nS | - | 375 | 3yP+375 | - | - |
Tranche Comments
H1K: First Pay: 2021-10-15; Redemption: 2023-07-15;
TI: First Pay: 2021-10-15; Redemption: 2023-07-15;
ZH: First Pay: 2021-10-15; Redemption: 2023-07-15;
UK: First Pay: 2021-10-15; Redemption: 2023-07-15;
IQ: First Pay: 2021-10-15; Redemption: 2023-07-15;
Deal Comments
Xtvtp. Ijh Qypp Gtvtjfq 2.00
Risk Retention
VO Qbqz Queuhebeh Qecipbbhe
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 15, 2013